I've not had the luxury of another horse to go out with so I really make the effort to introduce as many new things to a young horse before we leave the yard. Plastic bags tied to rails, umbrella, quad bike, kept in an area that gets some traffic exposure. We also do a lot of shooting around my horses and it is amazing how quickly they become desensitized to it. I think it is good for a horse to learn to be 'self soothing'. I know that you are never going to be able to expose a horse to everything it is going to encounter but it sure is nice to have an inkling as to how it is going to react.
Actually I had a young QH gelding who I had living around our house on the lawn. He got so used to everything that people do, it was quite amazing. I rode him down to the nearest township as a 3yr old and he was bomb proof, lawn mowers, rubbish bins, traffic, nothing bothered him at all. Infact I was chainsawing firewood in the backyard, Comet was also in the back yard. I had to stop usinig the saw because the silly horse kept getting in the way - I nearly cut his **** nose off!
I think you just have to expose young horses to as much as possible but ultimatley you just have to suck it up and get out there with them and sometimes there is no easy way.
Below is a pic of my mare Phoenix and I in the shed. I polish stainless steel for a job, I use noisy power tools that sometimes throw sparks. I have music blaring as well but it is a real struggle to keep my girl out of my work shop!